//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fabozzi, Frank J."
~person:"Kandel, Shmuel"
~person:"Leybourne, Stephen James"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Cox-Ingersoll-Ross model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mean Reversion
4
Mean reversion
4
Kaufkraftparität
2
Purchasing power parity
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
1973-1997
1
Anlageverhalten
1
Autocorrelation
1
Autokorrelation
1
Behavioural finance
1
Commodity derivative
1
Consumption
1
Cox-Ingersoll-Ross model
1
Credit default swap
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Deutsche Mark
1
Einheitswurzeltest
1
Energiereserven
1
Energy resources
1
Filtering methods
1
Industrialized countries
1
Industrieländer
1
Konsum
1
Kreditderivat
1
Kreditrisiko
1
Lévy processes
1
Markov chain
1
Markov-Kette
1
Non-Gaussian Ornstein-Uhlenbeck processes
1
Option pricing theory
1
Optionspreistheorie
1
Panel
1
Panel study
1
Portfolio selection
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Fabozzi, Frank J.
Kandel, Shmuel
Leybourne, Stephen James
Gil-Alaña, Luis A.
13
Leung, Tim
5
Wong, Hoi Ying
4
Baharumshah, Ahmad Zubaidi
3
Bao, Yong
3
Kim, Hyeongwoo
3
Li, Xin
3
Madan, Dilip B.
3
Mukherji, Sandip
3
Neaime, Simon
3
Shaik, Muneer
3
Smyth, Russell
3
Tiwari, Aviral Kumar
3
Ullah, Aman
3
Arize, Augustine Chuck
2
Bali, Turan G.
2
Bikker, Jacob A.
2
Caporale, Guglielmo Maria
2
Chen, Ren-Raw
2
Chung, Shing Fung
2
Cuñado Eizaguirre, Juncal
2
Demirtas, K. Ozgur
2
Dokučaev, Nikolaj G.
2
Faff, Robert W.
2
Fergusson, Kevin
2
Hakim, Sam R.
2
Hart, Chad E.
2
Hayes, Dermot James
2
Holmes, Mark J.
2
Hooi Hooi Lean
2
Jawadi, Fredj
2
Kim, Jae H.
2
Lence, Sergio H.
2
Li, Jiao
2
Maheswaran, S.
2
Moon, Seongman
2
Na Jin
2
Newbold, Paul
2
more ...
less ...
Published in...
All
Computational economics
1
European economic review : EER
1
Journal of applied econometrics
1
Journal of money, credit and banking : JMCB
1
The journal of trading
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
2
A profit model for spread trading with an application to energy futures
Kanamura, Takashi
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
The journal of trading
5
(
2010
)
1
,
pp. 48-62
Persistent link: https://www.econbiz.de/10003931729
Saved in:
3
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Kuznitz, Arik
;
Kandel, Shmuel
;
Fos, Vyacheslav
- In:
European economic review : EER
52
(
2008
)
8
,
pp. 1338-1352
Persistent link: https://www.econbiz.de/10003804462
Saved in:
4
More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa
;
Leybourne, Stephen James
;
Kim, Tae-hwan
- In:
Journal of applied econometrics
19
(
2004
)
2
,
pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
Saved in:
5
Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates
Sollis, Robert
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,1
,
pp. 686-699
Persistent link: https://www.econbiz.de/10001698124
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->